+34.9%
XLV vs TPR
+222.6%
-187.7%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.8% |
| 7D | -4.4% | -5.1% | +0.7% | -3.8% |
| 30D | -1.4% | -27.6% | +26.2% | +2.1% |
| 3M | +8.9% | -17.5% | +26.3% | +10.9% |
| 6M | +9.1% | -21.3% | +30.4% | +11.5% |
| YTD | +7.9% | -8.5% | +16.4% | +8.2% |
| 1Y | +22.7% | +11.5% | +11.3% | +20.0% |
| 3Y | +31.9% | +288.0% | -256.1% | +8.1% |
| 5Y | +34.9% | +225.2% | -190.3% | +9.4% |
| All | +34.9% | +222.6% | -187.7% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling